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This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

Optimization and Control · Mathematics 2009-11-04 Augusto Ferrante , Federico Ramponi , Francesco Ticozzi

The aim of global optimization is to find the global optimum of arbitrary classes of functions, possibly highly multimodal ones. In this paper we focus on the subproblem of global optimization for differentiable functions and we propose an…

Neural and Evolutionary Computing · Computer Science 2018-06-18 Louis Faury , Flavian Vasile , Clément Calauzènes , Olivier Fercoq

The hidden subgroup problem~(HSP) is one of the most important problems in quantum computation. Many problems for which quantum algorithm achieves exponential speedup over its classical counterparts can be reduced to the Abelian HSP.…

Quantum Physics · Physics 2023-05-05 Hefeng Wang

In rank aggregation problems (RAP), the solution is usually a consensus ranking that generalizes a set of input orderings. There are different variants that differ not only in terms of the type of rankings that are used as input and output,…

Artificial Intelligence · Computer Science 2025-02-20 Juan A. Aledo , José A. Gámez , Alejandro Rosete

We propose a unified derivative-free proximal Newton-type algorithm framework for solving composite optimization problems formulated as the sum of a black-box function and a known regularization term. We establish the iteration and oracle…

Optimization and Control · Mathematics 2026-05-08 Zekun Liu , Jinyan Fan

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

We propose a fast sequential algorithm for the fundamental problem of estimating frequencies and amplitudes of a noisy mixture of sinusoids. The algorithm is a natural generalization of Orthogonal Matching Pursuit (OMP) to the continuum…

Information Theory · Computer Science 2016-08-24 Babak Mamandipoor , Dinesh Ramasamy , Upamanyu Madhow

We present an algorithm for the generalized search problem (searching $k$ marked items among $N$ items) based on a continuous Hamiltonian and exploiting resonance. This resonant algorithm has the same time complexity $O(\sqrt{N/k})$ as the…

Quantum Physics · Physics 2022-02-01 Frank Wilczek , Hong-Ye Hu , Biao Wu

Our research deals with the optimization version of the set partition problem, where the objective is to minimize the absolute difference between the sums of the two disjoint partitions. Although this problem is known to be NP-hard and…

Data Structures and Algorithms · Computer Science 2023-03-16 Kaan Gokcesu , Hakan Gokcesu

Optimization problems aim to find the optimal solution, which is becoming increasingly complex and difficult to solve. Traditional evolutionary optimization methods always overlook the granular characteristics of solution space. In the real…

Machine Learning · Computer Science 2025-02-19 Shuyin Xia , Xinyu Lin , Guan Wang , De-Gang Chen , Sen Zhao , Guoyin Wang , Jing Liang

This paper proposes a problem-independent GRASP metaheuristic using the random-key optimizer (RKO) paradigm. GRASP (greedy randomized adaptive search procedure) is a metaheuristic for combinatorial optimization that repeatedly applies a…

Neural and Evolutionary Computing · Computer Science 2024-11-08 Antonio A. Chaves , Mauricio G. C. Resende , Ricardo M. A. Silva

We derive in this study a Hamiltonian to solve with certainty the analog quantum search problem analogue to the Grover algorithm. The general form of the initial state is considered. Since the evaluation of the measuring time for finding…

Quantum Physics · Physics 2007-05-23 Jin-Yuan Hsieh , Che-Ming Li , Der-San Chuu

In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes. The upper bounds we derive on the cumulative regret for this generic algorithm improve by an exponential factor the previously…

Machine Learning · Statistics 2015-06-09 Emile Contal , Vianney Perchet , Nicolas Vayatis

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

We present a novel quantum algorithm for solving the unstructured search problem with one marked element. Our algorithm allows generating quantum circuits that use asymptotically fewer additional quantum gates than the famous Grover's…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Optimization and Control · Mathematics 2025-03-04 Ion Necoara , Daniela Lupu

We present a novel, general, optimally fast, incremental way of searching for a universal algorithm that solves each task in a sequence of tasks. The Optimal Ordered Problem Solver (OOPS) continually organizes and exploits previously found…

Artificial Intelligence · Computer Science 2007-05-23 Juergen Schmidhuber

We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…

Methodology · Statistics 2021-10-19 Hussein Hazimeh , Rahul Mazumder , Peter Radchenko

Solving optimisation problems is a promising near-term application of quantum computers. Quantum variational algorithms leverage quantum superposition and entanglement to optimise over exponentially large solution spaces using an…

Quantum Physics · Physics 2022-10-13 Edric Matwiejew , Jason Pye , Jingbo B. Wang

Combinatorial optimization algorithms for graph problems are usually designed afresh for each new problem with careful attention by an expert to the problem structure. In this work, we develop a new framework to solve any combinatorial…